Updated at 2025-06-08 17:33:37.598563
Conversion successful! Created: C:/Users/Chris/Python/format_csv.py Before update data summary: Date range: 2011-08-18 to 2025-06-07 Number of rows: 5010 CSV is already up to date. After update (unchanged) data summary: Date range: 2011-08-18 to 2025-06-07 Number of rows: 5010 === CALLING bitcoin_analysis_package === Before update data summary: Date range: 2011-08-18 to 2025-06-07 Number of rows: 5010 CSV is already up to date. After update (unchanged) data summary: Date range: 2011-08-18 to 2025-06-07 Number of rows: 5010 ✅ Complete Bitcoin analysis completed successfully! === FINISHED bitcoin_analysis_package ===
Output folder: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-08 Success! PDF saved to: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-08\btc_report_2025-06-08.pdf
1-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 9 | 1 | October | 16.71% | 14.6% | 72.94% | -31.96% | 61.22% | 425 | False | 10.93% | 12.75% | 75% | 124 | 49.98% | 48.73% | 100% | 93 | -4.05% | -4.46% | 33.33% | 93 | 12.82% | 28.54% | 80.87% | 115 |
| 1 | 2 | February | 11.48% | 11.63% | 71.21% | -31.49% | 65.17% | 396 | False | 10.85% | 4.71% | 50% | 116 | 26.93% | 30.1% | 75% | 112 | -5.89% | 1.63% | 66.67% | 84 | 9.11% | 11.06% | 100% | 84 |
| 10 | 3 | November | 40.82% | 11.54% | 65.06% | -37.01% | 450.16% | 415 | False | 24.9% | 25.19% | 100% | 120 | 165.87% | 54.61% | 66.67% | 90 | -13.89% | -16.22% | 33.33% | 90 | 2.39% | 8.8% | 52.17% | 115 |
| 6 | 4 | July | 10.19% | 9.92% | 69.23% | -9.06% | 40.61% | 403 | False | 15.4% | 13.69% | 75% | 124 | 14.7% | 15.83% | 100% | 93 | 9.59% | 16.84% | 66.67% | 93 | -0.68% | -4.06% | 33.33% | 93 |
| 0 | 5 | January | 5.72% | 9.7% | 57.54% | -32.43% | 54.53% | 431 | False | 8.05% | 8.22% | 75% | 124 | 19.57% | 12% | 75% | 124 | -11.31% | -16.74% | 33.33% | 93 | 1.04% | -7.6% | 34.44% | 90 |
| 4 | 6 | May | 9.92% | 7.06% | 57.14% | -35.39% | 70.36% | 434 | False | 11.01% | 10.39% | 100% | 124 | 9.38% | 1.28% | 50% | 124 | 1.75% | -15.61% | 33.33% | 93 | 17.37% | -3.2% | 33.33% | 93 |
| 3 | 7 | April | 11.25% | 5.4% | 64.29% | -17.32% | 46.47% | 420 | False | 7.41% | 5.19% | 75% | 120 | 21.22% | 20.07% | 75% | 120 | 4.94% | -1.31% | 33.33% | 90 | 9.42% | 2.67% | 66.67% | 90 |
| 5 | 8 | June | 1.28% | 2.12% | 54.66% | -37.3% | 27.85% | 397 | True | 10.71% | 11.08% | 50% | 120 | -8.79% | -6.02% | 38.14% | 97 | -16.65% | -14.77% | 33.33% | 90 | 17.51% | 14.67% | 100% | 90 |
| 2 | 9 | March | 12.27% | -1.96% | 42.86% | -32.83% | 186.76% | 434 | False | -3.75% | -3.43% | 25% | 124 | 51.09% | 13.88% | 50% | 124 | -15.03% | -17.57% | 33.33% | 93 | 9.15% | 8.05% | 66.67% | 93 |
| 8 | 10 | September | -4.03% | -3.11% | 36.32% | -39.75% | 19.8% | 413 | False | 6.54% | 6.96% | 75% | 120 | -5.63% | -6.97% | 0% | 90 | -9.14% | -5.96% | 0% | 90 | -9.92% | 2.58% | 53.1% | 113 |
| 11 | 11 | December | 6.64% | -3.2% | 49.65% | -34.61% | 47.15% | 431 | False | 20.26% | 18.54% | 75% | 124 | -4.59% | -18.96% | 33.33% | 93 | -8.45% | -6.98% | 0% | 93 | 12.92% | 12% | 74.38% | 121 |
| 7 | 12 | August | 1.67% | -8.31% | 37.71% | -26.61% | 65.78% | 411 | False | -1.24% | -2.85% | 50% | 124 | 36.78% | 30.92% | 100% | 93 | -13.65% | -13.86% | 0% | 93 | -13% | -11.26% | 0% | 101 |
2-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-December | 40.27% | 27.46% | 64.29% | -41.42% | 259.63% | 14 | False | 50.53% | 35.82% | 100% | 4 | 116.89% | 115.72% | 66.67% | 3 | -21.93% | -19.35% | 0% | 3 | 19.18% | 29.92% | 75% | 4 |
| 9 | 2 | October-November | 79.1% | 25.99% | 64.29% | -39.81% | 786.97% | 14 | False | 39.7% | 37.14% | 100% | 4 | 315.63% | 129.95% | 100% | 3 | -18.21% | -11.58% | 0% | 3 | 14.07% | 15.4% | 50% | 4 |
| 8 | 3 | September-October | 11.47% | 18.8% | 71.43% | -58.75% | 59.14% | 14 | False | 16.89% | 18.8% | 100% | 4 | 41.76% | 35.91% | 100% | 3 | -12.45% | -10.16% | 33.33% | 3 | 1.26% | 14.53% | 50% | 4 |
| 3 | 4 | April-May | 23.47% | 17.47% | 64.29% | -36.48% | 114.5% | 14 | False | 18.89% | 16.99% | 75% | 4 | 34.68% | 30.36% | 75% | 4 | 5.33% | 8.17% | 66.67% | 3 | 32.77% | -4.41% | 33.33% | 3 |
| 1 | 5 | February-March | 34.18% | 12.27% | 64.29% | -43.36% | 373.65% | 14 | False | 9.36% | 0.57% | 50% | 4 | 110.7% | 44.28% | 75% | 4 | -18.94% | -31.73% | 33.33% | 3 | 18.37% | 19.99% | 100% | 3 |
| 5 | 6 | June-July | 11.07% | 11.29% | 69.23% | -26.61% | 79.5% | 13 | True | 28.16% | 18.71% | 75% | 4 | 4.16% | 11.29% | 66.67% | 3 | -10.26% | -7.29% | 33.33% | 3 | 16.54% | 18.02% | 100% | 3 |
| 11 | 7 | December-January | 12.6% | 9.48% | 64.29% | -42.33% | 68.2% | 14 | False | 42.35% | 47.52% | 100% | 4 | -19.51% | -28.27% | 33.33% | 3 | -7.21% | -14.04% | 33.33% | 3 | 21.79% | 18.09% | 75% | 4 |
| 4 | 8 | May-June | 14.13% | 5.83% | 69.23% | -47.06% | 104.26% | 13 | False | 23% | 19.82% | 100% | 4 | 2.47% | -35.99% | 33.33% | 3 | -11.73% | -30.92% | 33.33% | 3 | 39.81% | 11.01% | 100% | 3 |
| 0 | 9 | January-February | 18.65% | 5.8% | 64.29% | -25.69% | 153.25% | 14 | False | 18.45% | 14.02% | 100% | 4 | 55.71% | 39.64% | 75% | 4 | -19.04% | -24.85% | 0% | 3 | 7.19% | 2.64% | 66.67% | 3 |
| 2 | 10 | March-April | 27.83% | 1.93% | 64.29% | -18.66% | 317.18% | 14 | False | 0.8% | 0.7% | 75% | 4 | 92.47% | 20.5% | 100% | 4 | -13.99% | -12.91% | 0% | 3 | 19.5% | 26.31% | 66.67% | 3 |
| 6 | 11 | July-August | 13.69% | 0.49% | 53.85% | -25.15% | 92.02% | 13 | False | 15.31% | 10.82% | 50% | 4 | 56.56% | 43.16% | 100% | 3 | -4.92% | 0.49% | 66.67% | 3 | -12.73% | -12.46% | 0% | 3 |
| 7 | 12 | August-September | 0.14% | -5.1% | 30.77% | -32.98% | 51.48% | 13 | False | 5.56% | -2.16% | 25% | 4 | 28.76% | 29.13% | 100% | 3 | -21.39% | -16.59% | 0% | 3 | -14.18% | -17.03% | 0% | 3 |
3-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-January | 47.09% | 30.53% | 78.57% | -45.86% | 294.52% | 14 | False | 77.59% | 65.94% | 100% | 4 | 105% | 57.73% | 66.67% | 3 | -22.95% | -35.83% | 33.33% | 3 | 25.69% | 20.64% | 100% | 4 |
| 9 | 2 | October-December | 73.81% | 27.94% | 64.29% | -44.02% | 479.8% | 14 | False | 70.92% | 53.16% | 100% | 4 | 235.36% | 220.84% | 100% | 3 | -25.5% | -17.6% | 0% | 3 | 30.04% | 25.57% | 50% | 4 |
| 8 | 3 | September-November | 74.26% | 25.94% | 64.29% | -60.13% | 775.53% | 14 | False | 46.1% | 46.78% | 100% | 4 | 302.19% | 110.12% | 100% | 3 | -26.35% | -21.29% | 0% | 3 | 6.92% | 12.09% | 50% | 4 |
| 4 | 4 | May-July | 23.52% | 20.24% | 61.54% | -38.04% | 111.72% | 13 | False | 41.29% | 35.36% | 100% | 4 | 17.93% | -28.21% | 33.33% | 3 | -8.28% | -16.42% | 33.33% | 3 | 37.2% | 20.24% | 66.67% | 3 |
| 1 | 5 | February-April | 55.46% | 15% | 57.14% | -44.1% | 589.06% | 14 | False | 11.74% | 7.03% | 50% | 4 | 173.9% | 57.28% | 75% | 4 | -18.41% | -8.94% | 0% | 3 | 29.68% | 26.37% | 100% | 3 |
| 11 | 6 | December-February | 29.23% | 14.17% | 64.29% | -50.86% | 170.62% | 14 | False | 87.04% | 95.07% | 75% | 4 | -23.75% | -24.28% | 33.33% | 3 | -0.78% | -4.51% | 33.33% | 3 | 33.66% | 29.88% | 100% | 4 |
| 2 | 7 | March-May | 37.2% | 12.29% | 71.43% | -27.37% | 281.48% | 14 | False | 11.63% | 10.57% | 100% | 4 | 95.25% | 58.51% | 75% | 4 | -13.37% | -26.51% | 33.33% | 3 | 44.46% | 17.6% | 66.67% | 3 |
| 7 | 8 | August-October | 22.15% | 11.97% | 69.23% | -42.08% | 125.3% | 13 | False | 15.21% | 15.25% | 100% | 4 | 93.79% | 108.18% | 100% | 3 | -24.16% | -18.42% | 0% | 3 | 6.07% | 8.95% | 66.67% | 3 |
| 3 | 9 | April-June | 28.02% | 7.61% | 61.54% | -56.23% | 162.95% | 13 | False | 31.56% | 38.62% | 75% | 4 | 27.83% | -6.25% | 33.33% | 3 | -7.69% | -7.81% | 33.33% | 3 | 59.19% | 7.61% | 100% | 3 |
| 0 | 10 | January-March | 54.24% | 2.72% | 50% | -50.08% | 626.21% | 14 | False | 15.4% | 1.61% | 50% | 4 | 182.02% | 56.73% | 75% | 4 | -29.83% | -37.86% | 0% | 3 | 19.75% | 10.89% | 66.67% | 3 |
| 6 | 11 | July-September | 11.88% | 1% | 53.85% | -38.89% | 85.15% | 13 | False | 23.85% | 9.48% | 75% | 4 | 47.23% | 41.2% | 100% | 3 | -12.75% | -2.68% | 33.33% | 3 | -14.8% | -11.5% | 0% | 3 |
| 5 | 12 | June-August | 14.48% | 0.42% | 61.54% | -36.88% | 106.02% | 13 | True | 28.62% | 15.31% | 75% | 4 | 44.23% | 26.49% | 100% | 3 | -22.3% | -23.7% | 0% | 3 | 2.65% | 0.42% | 66.67% | 3 |
6-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 8 | 1 | September-February | 86.19% | 66.01% | 64.29% | -47.08% | 330.1% | 14 | False | 167.12% | 168.72% | 100% | 4 | 146.54% | 117.88% | 66.67% | 3 | -25.88% | -45.96% | 33.33% | 3 | 44.05% | 38.96% | 50% | 4 |
| 9 | 2 | October-March | 125.23% | 53.4% | 78.57% | -37.92% | 687.47% | 14 | False | 309.75% | 260.61% | 100% | 4 | 108.09% | 60.16% | 100% | 3 | -9.53% | -37.3% | 33.33% | 3 | 54.63% | 38.42% | 75% | 4 |
| 7 | 3 | August-January | 103.32% | 45.64% | 61.54% | -62.83% | 721.32% | 13 | False | 106.41% | 89.49% | 100% | 4 | 323.16% | 255.38% | 66.67% | 3 | -39.78% | -55.83% | 0% | 3 | 22.49% | 29.44% | 66.67% | 3 |
| 11 | 4 | December-May | 104.03% | 45.3% | 71.43% | -44.3% | 932.36% | 14 | False | 310.01% | 149.6% | 100% | 4 | -37.58% | -43.92% | 0% | 3 | 44.9% | 58.56% | 66.67% | 3 | 48.6% | 45.3% | 100% | 4 |
| 6 | 5 | July-December | 121.97% | 45.02% | 69.23% | -49.84% | 718.7% | 13 | False | 102.98% | 74.8% | 100% | 4 | 404.5% | 462.97% | 100% | 3 | -36.4% | -42.16% | 0% | 3 | 23.14% | 38.69% | 66.67% | 3 |
| 0 | 6 | January-June | 81.65% | 44.32% | 69.23% | -56.9% | 576.21% | 13 | False | 43.8% | 46.32% | 100% | 4 | 250.72% | 155.14% | 100% | 3 | -41.1% | -53.99% | 0% | 3 | 85.8% | 84.33% | 66.67% | 3 |
| 10 | 7 | November-April | 135.98% | 43.93% | 71.43% | -38.65% | 1171.64% | 14 | False | 404.54% | 206.19% | 100% | 4 | 41.84% | 43.64% | 66.67% | 3 | -1.29% | -16.42% | 33.33% | 3 | 40.98% | 47.41% | 75% | 4 |
| 5 | 8 | June-November | 111.69% | 42.85% | 69.23% | -47% | 776.49% | 13 | True | 82.81% | 75.72% | 100% | 4 | 387.4% | 332.88% | 100% | 3 | -44.3% | -45.97% | 0% | 3 | 30.5% | 38.57% | 66.67% | 3 |
| 4 | 9 | May-October | 54.16% | 31.17% | 76.92% | -45.54% | 377% | 13 | False | 63.52% | 57.77% | 100% | 4 | 142.9% | 45.52% | 100% | 3 | -34.02% | -31.81% | 0% | 3 | 41.12% | 31.17% | 100% | 3 |
| 1 | 10 | February-July | 75.2% | 30.4% | 76.92% | -39.4% | 384.14% | 13 | False | 52.64% | 59.83% | 100% | 4 | 201.9% | 196.25% | 100% | 3 | -30.26% | -27.52% | 0% | 3 | 84.07% | 30.4% | 100% | 3 |
| 2 | 11 | March-August | 62.14% | 12.04% | 61.54% | -53.59% | 297.45% | 13 | False | 41.85% | 33.7% | 75% | 4 | 194.46% | 281.75% | 100% | 3 | -32.92% | -31.97% | 0% | 3 | 51.93% | 12.04% | 66.67% | 3 |
| 3 | 12 | April-September | 44.76% | -3.17% | 46.15% | -57.33% | 303.8% | 13 | False | 63.26% | 57.17% | 75% | 4 | 103.52% | 32.2% | 66.67% | 3 | -25.36% | -14.01% | 0% | 3 | 31.44% | -3.17% | 33.33% | 3 |
Analysis includes data from 14 years: 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2020 (Cycle Year 4): +303.87% 2012 (Cycle Year 4): +164.80% 2023 (Cycle Year 3): +154.34% 2016 (Cycle Year 4): +122.74% 2024 (Cycle Year 4): +111.33% 2019 (Cycle Year 3): +87.48% 2021 (Cycle Year 1): +57.18% 2015 (Cycle Year 3): +37.31% 2014 (Cycle Year 2): -57.44% 2011 (Cycle Year 3): -57.98% 2022 (Cycle Year 2): -65.41% 2018 (Cycle Year 2): -72.53% Average Year-End Return: +536.71% Median Year-End Return: +111.33% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years Cycle Year 2 (years: 2014, 2022, 2018): Average: -65.12% Sample size: 3 years Cycle Year 3 (years: 2023, 2019, 2015, 2011): Average: +55.29% Sample size: 4 years Cycle Year 4 (years: 2020, 2012, 2016, 2024): Average: +175.69% Sample size: 4 years
Analysis includes 3 years matching cycle year(s) Year 1: 2013, 2017, 2021 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2021 (Cycle Year 1): +57.18% Average Year-End Return (Cycle Year 1): +2261.79% Median Year-End Return (Cycle Year 1): +1291.13% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years
Calculating best fit line from start to end of data...
============================================================ BEST FIT LINE FROM START TO END SUMMARY: ============================================================ Total Data Period: 5010 days R-squared: 0.886471 Scale Type: Log Scale Daily Growth Rate: 0.1832% Annual Growth Rate: 95.02% Historical Performance: Start Price: $10.90 End Price: $105615.62 Total Change: $105604.73 (968850.69%) 1000-Day Projection: Projected Price: $1520562.63 Projected Change: $1414947.00 (1339.71%) Valuation Oscillator Summary: Current Deviation: -56.70% Max Overvaluation: 1062.77% Max Undervaluation: -92.23% 🟢 Currently UNDERVALUED relative to long-term trend
Finding top 3 best fitting linear regression channels for BTC (log scale)... Top 3 Best Fitting Linear Regression Channels (Log Scale): ================================================================================ 1. Window Size: 1000 days R-squared: 0.935128 Daily Growth Rate: 0.1942% Annual Growth Rate: 103.05% Price Change: $83214.62 (371.48%) Start Price: $22401.00 End Price: $105615.62 2. Window Size: 750 days R-squared: 0.883986 Daily Growth Rate: 0.1975% Annual Growth Rate: 105.49% Price Change: $78500.62 (289.51%) Start Price: $27115.00 End Price: $105615.62 3. Window Size: 60 days R-squared: 0.825069 Daily Growth Rate: 0.4865% Annual Growth Rate: 487.94% Price Change: $23020.62 (27.87%) Start Price: $82595.00 End Price: $105615.62 Plotting the top 3 regression channels with adaptive projections... (Windows ≤100 days: +30d projection, Windows >100 days: +180d projection)
Results stored in 'top_channels' variable
============================================================
SUMMARY - TOP 3 BEST FITTING CHANNELS:
============================================================
#1. 1000 days | R² = 0.935128
Annual Growth: 103.05%
Price Range: $22401 → $105616 (371.5%)
PRICE PROJECTIONS:
+30 days: $123,052 ($92,061 - $164,475)
+60 days: $130,428 ($97,574 - $174,343)
+90 days: $138,246 ($103,417 - $184,805)
#2. 750 days | R² = 0.883986
Annual Growth: 105.49%
Price Range: $27115 → $105616 (289.5%)
PRICE PROJECTIONS:
+30 days: $124,224 ($91,592 - $168,483)
+60 days: $131,800 ($97,167 - $178,777)
+90 days: $139,838 ($103,081 - $189,702)
#3. 60 days | R² = 0.825069
Annual Growth: 487.94%
Price Range: $82595 → $105616 (27.9%)
PRICE PROJECTIONS:
+30 days: $130,450 ($119,780 - $142,071)
+60 days: $150,896 ($137,404 - $165,713)
+90 days: $174,546 ($157,269 - $193,721)
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +23.0% 3.8:1 $49,139 $66,230 $98,801 $129,870 $171,716 $256,376 $340,040
Fat Tails (Student-t) +9.2% 2.2:1 $-9,532 $43,912 $84,808 $115,340 $154,470 $238,914 $341,450
Skewed Normal +27.0% 4.3:1 $58,371 $74,386 $104,990 $134,183 $170,137 $239,190 $301,973
Historical Bootstrap +23.9% 3.7:1 $48,009 $65,591 $100,296 $130,829 $170,079 $252,680 $332,064
Mixed (Bootstrap + Extremes) +21.0% 3.0:1 $19,276 $52,681 $94,190 $127,833 $168,926 $262,696 $371,211
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +20.8% 3.4:1 $33,053 $60,560 $96,617 $127,611 $167,066 $249,971 $337,348
MEDIAN ACROSS METHODS +23.0% 3.7:1 $48,009 $65,591 $98,801 $129,870 $170,079 $252,680 $340,040
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +20.8%
• Target Price: $127,611
• Risk/Reward Ratio: 3.4:1
• 95% Confidence Range: $60,560 to $249,971
• Extreme Downside (5% chance): Below $60,560 (-42.7%)
• Extreme Upside (5% chance): Above $249,971 (+136.7%)
• 📈 Probability of Profit: 67.9% chance of making money
• 📉 Probability of Loss: 32.1% chance of losing money
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +9.2% change
Risk/Reward ratio: 2.2:1
→ 99% chance Bitcoin will be ABOVE $-9,532
→ 95% chance Bitcoin will be ABOVE $43,912
→ 75% chance Bitcoin will be ABOVE $84,808
→ Median value in 90 days $115,340
→ 75% chance Bitcoin will be BELOW $154,470
→ 95% chance Bitcoin will be BELOW $238,914
→ 99% chance Bitcoin will be BELOW $341,450
================================================================================
→ VaR (5%): $43,912 (-58.4%)
→ VaR (1%): $-9,532 (-109.0%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +21.0% change
Risk/Reward ratio: 3.0:1
→ 99% chance Bitcoin will be ABOVE $19,276
→ 95% chance Bitcoin will be ABOVE $52,681
→ 75% chance Bitcoin will be ABOVE $94,190
→ Median value in 90 days $127,833
→ 75% chance Bitcoin will be BELOW $168,926
→ 95% chance Bitcoin will be BELOW $262,696
→ 99% chance Bitcoin will be BELOW $371,211
================================================================================
→ VaR (5%): $52,681 (-50.1%)
→ VaR (1%): $19,276 (-81.7%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
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Standard GBM (Normal) +60.9% 8.0:1 $41,087 $61,711 $113,199 $169,940 $253,286 $458,827 $688,013
Fat Tails (Student-t) +20.1% 3.4:1 $-100,378 $19,116 $75,756 $126,808 $202,131 $400,459 $689,085
Skewed Normal +73.7% 11.7:1 $53,597 $76,857 $128,025 $183,443 $262,688 $440,895 $635,072
Historical Bootstrap +64.6% 8.2:1 $39,048 $61,180 $115,870 $173,888 $258,704 $468,994 $701,185
Mixed (Bootstrap + Extremes) +54.0% 5.3:1 $-10,142 $35,681 $100,156 $162,606 $250,964 $477,802 $761,932
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AVERAGE ACROSS METHODS +54.7% 7.3:1 $ 4,642 $50,909 $106,601 $163,337 $245,554 $449,395 $695,057
MEDIAN ACROSS METHODS +60.9% 8.0:1 $39,048 $61,180 $113,199 $169,940 $253,286 $458,827 $689,085
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🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +54.7%
• Target Price: $163,337
• Risk/Reward Ratio: 7.3:1
• 95% Confidence Range: $50,909 to $449,395
• Extreme Downside (5% chance): Below $50,909 (-51.8%)
• Extreme Upside (5% chance): Above $449,395 (+325.5%)
• 📈 Probability of Profit: 75.0% chance of making money
• 📉 Probability of Loss: 25.0% chance of losing money
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ENHANCED BITCOIN MONTE CARLO SUMMARY (206 Days)
Method: Fat Tails (Student-t)
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Median outcome: +20.1% change
Risk/Reward ratio: 3.4:1
→ 99% chance Bitcoin will be ABOVE $-100,378
→ 95% chance Bitcoin will be ABOVE $19,116
→ 75% chance Bitcoin will be ABOVE $75,756
→ Median value in 206 days $126,808
→ 75% chance Bitcoin will be BELOW $202,131
→ 95% chance Bitcoin will be BELOW $400,459
→ 99% chance Bitcoin will be BELOW $689,085
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→ VaR (5%): $19,116 (-81.9%)
→ VaR (1%): $-100,378 (-195.0%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
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ENHANCED BITCOIN MONTE CARLO SUMMARY (206 Days)
Method: Mixed (Bootstrap + Extremes)
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Median outcome: +54.0% change
Risk/Reward ratio: 5.3:1
→ 99% chance Bitcoin will be ABOVE $-10,142
→ 95% chance Bitcoin will be ABOVE $35,681
→ 75% chance Bitcoin will be ABOVE $100,156
→ Median value in 206 days $162,606
→ 75% chance Bitcoin will be BELOW $250,964
→ 95% chance Bitcoin will be BELOW $477,802
→ 99% chance Bitcoin will be BELOW $761,932
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→ VaR (5%): $35,681 (-66.2%)
→ VaR (1%): $-10,142 (-109.6%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
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🚀 RUNNING COMPLETE YTD ANALYSIS WITH AUTOMATIC CHART...
=== DATAFRAME PREPARATION ===
Date range: 2011-08-18 00:00:00 to 2025-06-07 00:00:00
Total data points: 5010
Price range: $2.24 to $111673.28
Using 2025 for YTD calculation
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ENHANCED DRIFT RATE COMPARISON - HISTORICAL vs YTD
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Method Hist Daily Hist Annual % YTD Daily YTD Annual % Difference %
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Simple Mean 0.003257 118.89% 0.001084 39.58% -79.31%
Geometric Mean 0.001834 95.20% 0.000818 29.86% -65.34%
Log Returns 0.001832 66.88% 0.001084 39.58% -27.30%
Volatility-Adjusted 0.002340 85.39% 0.000976 35.63% -49.77%
Rolling Window 0.002197 80.20% 0.001084 39.58% -40.62%
Regime-Aware 0.003257 118.89% 0.000818 29.86% -89.03%
SUMMARY STATISTICS:
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Metric Historical YTD Difference
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Average Annual % 94.24% 35.68% -58.56%
Median Annual % 90.30% 37.60% -52.69%
Std Dev % 19.32% 4.35% -14.97%
🎯 KEY INSIGHTS:
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📉 YTD performance is UNDERPERFORMING historical median
• Historical median: 90.30% annually
• YTD compound annual: 29.86% annually
• Performance gap: -60.43%
📊 MONTE CARLO RECOMMENDATIONS:
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• Conservative (lower): 0.298610 daily (10899.3% annual)
• Aggressive (higher): 0.902960 daily (32958.0% annual)
• Blended (70% hist, 30% YTD): 0.721655 daily (26340.4% annual)
• Historical median: 0.902960 daily (32958.0% annual)
• YTD-based: 0.298610 daily (10899.3% annual)
• Low historical variation allows using either mean or median
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🎯 KEY YTD METRICS
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📅 YTD Period: 2025-01-01 to 2025-06-07
⏱️ Days Elapsed: 157
📈 YTD Total Return: +11.90%
🎯 YTD Annual Drift: +29.86%
📊 Historical Median: +90.30%
🔄 Difference: -60.43% (UNDERPERFORMING)
📊 GENERATING PERFORMANCE CHART...
📊 CHART SUMMARY: • YTD Period: 2025-01-02 to 2025-06-07 • Current YTD Return: +11.9% • Expected at Benchmark Pace: +38.8% • Performance Gap: -26.9% • Status: UNDERPERFORMING benchmark 💾 SAVE THESE VALUES: ytd_annual_drift = 0.298610 historical_median = 0.902960 performance_gap = -60.43% 📈 Chart generated successfully! • Final YTD return: 11.9% • Final benchmark: 38.8% • Final gap: -26.9%
🎯 MARKET SIMILARITY ANALYSIS - NON-OVERLAPPING VERSION ============================================================ 📊 Calculating market features... 🎯 CURRENT FEATURES ANALYSIS: Days since ATH: 16 % from ATH: -5.68% RSI-14: 53.7 🔍 Finding similar periods... ✅ Found 6 diverse periods 📊 Analyzing top 3 most similar periods 🏆 TOP 3 SIMILAR PERIODS (NON-OVERLAPPING CHARTS) ================================================================================ #1 MATCH (Score: 0.998) - 28 features 📅 Period: 2024-09-05 00:00:00 to 2024-11-04 00:00:00 🔍 Current Signal Date: 2025-06-07 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 16.0 | Then 235.0 | Diff -219.0 % from ATH : Now -5.7 | Then -8.1 | Diff +2.4 30d return : Now 13.0 | Then 5.9 | Diff +7.0 RSI-14 : Now 53.7 | Then 51.3 | Diff +2.3 📈 What happened next: 5d : +13.1% 10d: +28.8% 20d: +44.5% 30d: +45.6% 60d: +44.7% 90d: +44.0%
└─ Non-overlapping chart created for Match #1 ──────────────────────────────────────────────────────────────────────────────── #2 MATCH (Score: 0.997) - 28 features 📅 Period: 2021-07-18 00:00:00 to 2021-09-16 00:00:00 🔍 Current Signal Date: 2025-06-07 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 16.0 | Then 155.0 | Diff -139.0 % from ATH : Now -5.7 | Then -26.4 | Diff +20.7 30d return : Now 13.0 | Then 20.9 | Diff -7.9 RSI-14 : Now 53.7 | Then 52.4 | Diff +1.2 📈 What happened next: 5d : -15.0% 10d: -9.5% 20d: +15.9% 30d: +27.4% 60d: +33.2% 90d: +2.3%
└─ Non-overlapping chart created for Match #2 ──────────────────────────────────────────────────────────────────────────────── #3 MATCH (Score: 0.997) - 28 features 📅 Period: 2021-08-02 00:00:00 to 2021-10-01 00:00:00 🔍 Current Signal Date: 2025-06-07 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 16.0 | Then 170.0 | Diff -154.0 % from ATH : Now -5.7 | Then -25.8 | Diff +20.1 30d return : Now 13.0 | Then 16.9 | Diff -3.9 RSI-14 : Now 53.7 | Then 58.1 | Diff -4.4 📈 What happened next: 5d : +14.9% 10d: +19.3% 20d: +29.2% 30d: +27.4% 60d: +18.3% 90d: -2.1%
└─ Non-overlapping chart created for Match #3
Applying clustering filter with 10-day window... Filtered from 185 to 17 periods Found 5 periods with correlation >= 0.7 Top correlated periods: 1. 2022-09-14 to 2023-02-18 (Year: 2022, Correlation: 0.8584) Extended to: 2023-08-17 (+180 days) 2. 2023-06-20 to 2023-11-24 (Year: 2023, Correlation: 0.8405) Extended to: 2024-05-22 (+180 days) 3. 2013-04-26 to 2013-09-30 (Year: 2013, Correlation: 0.8324) Extended to: 2014-03-29 (+180 days) 4. 2015-06-21 to 2015-11-25 (Year: 2015, Correlation: 0.8186) Extended to: 2016-05-23 (+180 days) 5. 2019-09-24 to 2020-02-28 (Year: 2019, Correlation: 0.8011) Extended to: 2020-08-26 (+180 days)
Detailed correlation results: start_date end_date correlation year period_length extended_length 0 2022-09-14 2023-02-18 0.858436 2022 158 338 1 2023-06-20 2023-11-24 0.840454 2023 158 338 2 2013-04-26 2013-09-30 0.832439 2013 158 338 3 2015-06-21 2015-11-25 0.818559 2015 158 338 4 2019-09-24 2020-02-28 0.801068 2019 158 338 Best match details: Period: 2022-09-14 to 2023-02-18 Correlation: 0.8584
=== CALLING bitcoin_analysis_package ===
Before update data summary:
Date range: 2011-08-18 to 2025-06-07
Number of rows: 5010
CSV is already up to date.
After update (unchanged) data summary:
Date range: 2011-08-18 to 2025-06-07
Number of rows: 5010
✅ Complete Bitcoin analysis completed successfully!
=== FINISHED bitcoin_analysis_package ===
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5009 2025-06-07 104390.648438 105972.757812 103987.3125 105615.625 1.173454 Saturday 2025 13.143031 Year1 13.143031 2 27.961551 June 0.934971 23 -0.032359 1H_June 0.934971
ORIGINAL ROLLING RETURNS ANALYSIS:
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================================================================================ AUTOMATIC FORWARD PERFORMANCE ANALYSIS: ================================================================================ Using 4 similar dates identified above for forward performance analysis FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: -2.02% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 2 Total similar periods found: 4 ================================================================================ Forward Returns Summary: ------------------------------------------------------------------------------------------------------------------------ Window Count Median Mean Std Dev 95% CI Lower 95% CI Upper Min Max % Positive ------------------------------------------------------------------------------------------------------------------------ 7 days 4 4.78% 4.87% 5.50% -3.89% 13.63% -1.78% 11.70% 75.0% 14 days 4 5.66% 5.96% 5.26% -2.42% 14.33% -0.16% 12.67% 75.0% 30 days 4 12.00% 12.07% 11.95% -6.95% 31.10% 0.28% 24.03% 100.0% 90 days 3 -18.03% -22.26% 16.78% -63.95% 19.44% -40.75% -7.99% 0.0% 180 days 3 73.42% 47.29% 61.71% -106.00% 200.58% -23.18% 91.64% 66.7% 365 days 3 271.45% 192.76% 185.10% -267.06% 652.59% -18.69% 325.52% 66.7% Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter 2021-04-03 2021-07-02 -40.75% Year1 2 2013-05-05 2013-08-03 -18.03% Year1 2 2013-05-02 2013-07-31 -7.99% Year1 2 ================================================================================ Dates with sufficient 14-day forward data for chart: 4 Showing forward performance chart for these 4 periods: 1. 2013-05-02 2. 2013-05-05 3. 2021-04-03 4. 2025-04-15
ORIGINAL ROLLING RETURNS ANALYSIS: ================================================================================
================================================================================ AUTOMATIC FORWARD PERFORMANCE ANALYSIS: ================================================================================ Using 3 similar dates identified above for forward performance analysis FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: 2.28% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 2 Total similar periods found: 3 ================================================================================ Forward Returns Summary: ------------------------------------------------------------------------------------------------------------------------ Window Count Median Mean Std Dev 95% CI Lower 95% CI Upper Min Max % Positive ------------------------------------------------------------------------------------------------------------------------ 7 days 3 -2.70% -1.71% 11.90% -31.26% 27.85% -13.07% 10.66% 33.3% 14 days 3 3.67% -5.88% 25.65% -69.60% 57.84% -34.94% 13.63% 66.7% 30 days 3 21.42% 10.14% 43.21% -97.20% 117.48% -37.60% 46.59% 66.7% 90 days 2 39.10% 39.10% 95.93% -822.77% 900.96% -28.73% 106.93% 50.0% 180 days 2 137.73% 137.73% 181.10% -1489.42% 1764.88% 9.67% 265.79% 100.0% 365 days 2 213.54% 213.54% 356.01% -2985.11% 3412.20% -38.20% 465.28% 50.0% Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter 2021-05-07 2021-08-05 -28.73% Year1 2 2017-04-10 2017-07-09 106.93% Year1 2 ================================================================================ Dates with sufficient 30-day forward data for chart: 3 Showing forward performance chart for these 3 periods: 1. 2017-04-10 2. 2021-05-07 3. 2025-04-17
ORIGINAL ROLLING RETURNS ANALYSIS: ================================================================================